| Metric | 11371003:btcusd:triple_med_gx:lsma30_15 | 11371003:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 42.49% | 183.01% |
| Max Drawdown | -23.26% | -67.18% |
| Sharpe | 0.35 | 0.41 |
| Sortino | 0.55 | 0.6 |
| Payoff Ratio | 1.3 | 1.21 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.67 | 0.67 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 56.81 | 3.25 |
| Outlier Loss Ratio | 4.34 | 3.07 |
| Volatility (ann.) | 8.32% | 26.3% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.46 | 0.52 |
| Skew | 2.95 | 0.18 |
| Kurtosis | 120.28 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.83% | 2.45% |
| Expected Yearly % | 9.26% | 29.7% |
| Kelly Criterion | -0.78% | 11.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.23% |
| Expected Shortfall (cVaR) | -0.71% | -2.23% |
| Year | 11371003:BTCUSD | 11371003:btcusd:triple_med_gx:lsma30_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.49 | -14.18 | 0.23 | + |
| 2023 | 155.54 | -2.92 | -0.02 | - |
| 2024 | 121.00 | 44.09 | 0.36 | - |
| 2025 | 30.14 | 18.69 | 0.62 | - |
| Metric | 11371003:btcusd:triple_med_gx:lsma30_15 | 11371003:BTCUSD |
|---|---|---|
| MTD | 0.59% | 13.36% |
| 3M | 11.75% | 45.08% |
| 6M | 15.95% | 28.47% |
| YTD | 18.69% | 30.14% |
| 1Y | 27.44% | 105.13% |
| 3Y (ann.) | 17.16% | 81.7% |
| 5Y (ann.) | 10.66% | 34.66% |
| Metric | 11371003:btcusd:triple_med_gx:lsma30_15 | 11371003:BTCUSD |
|---|---|---|
| Max Drawdown | -23.26% | -67.18% |
| Longest DD Days | 769.0 | 683.0 |
| Avg. Drawdown | -2.62% | -7.49% |
| Avg. Drawdown Days | 41.0 | 37.0 |
| Recovery Factor | 1.83 | 2.72 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-03-06 | -23.26 | 769 |
| 2024-11-23 | 2025-03-02 | -8.59 | 99 |
| 2025-04-02 | 2025-04-22 | -8.24 | 20 |
| 2024-07-29 | 2024-08-08 | -4.11 | 10 |
| 2025-05-21 | 2025-07-14 | -3.25 | 54 |
| 2024-06-17 | 2024-07-09 | -2.84 | 21 |
| 2024-08-09 | 2024-09-19 | -2.29 | 41 |
| 2024-03-12 | 2024-03-23 | -2.26 | 11 |
| 2024-07-22 | 2024-07-29 | -2.08 | 7 |
| 2025-03-03 | 2025-03-14 | -2.00 | 11 |
| Metric | 11371003:btcusd:triple_med_gx:lsma30_15 | 11371003:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 7.31% | 35.75% |
| Worst Week | -8.52% | -29.64% |
| Best Month | 12.2% | 43.77% |
| Worst Month | -8.69% | -37.12% |
| Best Year | 44.09% | 155.54% |
| Worst Year | -14.18% | -61.49% |
| Avg. Up Day | 0.98% | 1.01% |
| Avg. Down Day | -0.75% | -0.84% |
| Avg. Up Week | 2.49% | 6.02% |
| Avg. Down Week | -1.85% | -3.98% |
| Avg. Up Month | 4.58% | 15.08% |
| Avg. Down Month | -2.37% | -12.52% |
| Win Days % | 43.13% | 51.25% |
| Win Month % | 46.51% | 60.47% |
| Win Week % | 48.36% | 51.87% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |